Simultaneous estimation of first and second derivatives of a cost function

Simultaneous estimation of first and second derivatives of a cost function

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A correlation method for estimating the second derivative, as well as the first derivative, of a cost function which is quadratic in an input parameter is described. The method, using a 3-level msequence perturbation signal, enables the cost-function minimum to be reached in a single step in a noisefree system. The effects of noise, and the extension of the method to multiparameter cost functions, are discussed.


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